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iShares Core S&P U.S. Value ETF IUSV

i

Market dataready · fetched 2026-11-04T04:46:49.605Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T21:00:00.945144846Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-04T04:46:48.954074+00:00

Share price$115.30
1D+0.0%
AH$115.13$115.30$115.46$115.62$115.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIUSV
Sold putSold callAH

iShares Core S&P U.S. Value ETF options

Live interpolated IUSV call and put midpoint premiums by absolute delta.iShares Core S&P U.S. Value ETF$0.88$1.86$2.83$3.80$4.77$109.78$112.31$114.83$117.35$119.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IUSV spot · $115.30IUSV PRICE$0.99$1.07$1.17$1.29$1.43$1.61$1.81$2.17$2.59$3.06$3.62$4.49$1.04$1.08$1.17$1.26$1.37$1.49$1.60$1.72$1.89$2.06$2.24$2.43$2.62
PutsExpensive1.63×
Calls——
Skew——
Implied moveBalanced±$3.22
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ108.5336.4%6.8%
25Δ120.4827.7%5.3%111.0928.5%4.6%
30Δ118.7723.4%3.9%112.5624.3%3.4%
35Δ117.6620.7%3.1%113.6221.3%2.6%
40Δ116.8318.8%2.4%114.4119.2%2.0%
45Δ116.1817.6%2.0%115.0717.4%1.5%
50Δ115.6316.8%1.7%115.5616.0%1.2%
55Δ115.1116.1%1.4%116.0514.7%0.8%
60Δ114.5416.5%1.2%116.4313.9%0.7%
65Δ113.9417.2%1.1%116.8113.1%0.5%
70Δ113.3017.6%0.9%117.1612.3%0.3%
75Δ112.5718.1%0.8%117.5011.6%0.2%
80Δ111.5619.5%0.7%117.8310.8%0.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
108.53
IV
36.4%
B/E move
6.8%

25Δ

Calls
Pseudo strike
120.48
IV
27.7%
B/E move
5.3%
Puts
Pseudo strike
111.09
IV
28.5%
B/E move
4.6%

30Δ

Calls
Pseudo strike
118.77
IV
23.4%
B/E move
3.9%
Puts
Pseudo strike
112.56
IV
24.3%
B/E move
3.4%

35Δ

Calls
Pseudo strike
117.66
IV
20.7%
B/E move
3.1%
Puts
Pseudo strike
113.62
IV
21.3%
B/E move
2.6%

40Δ

Calls
Pseudo strike
116.83
IV
18.8%
B/E move
2.4%
Puts
Pseudo strike
114.41
IV
19.2%
B/E move
2.0%

45Δ

Calls
Pseudo strike
116.18
IV
17.6%
B/E move
2.0%
Puts
Pseudo strike
115.07
IV
17.4%
B/E move
1.5%

50Δ

Calls
Pseudo strike
115.63
IV
16.8%
B/E move
1.7%
Puts
Pseudo strike
115.56
IV
16.0%
B/E move
1.2%

55Δ

Calls
Pseudo strike
115.11
IV
16.1%
B/E move
1.4%
Puts
Pseudo strike
116.05
IV
14.7%
B/E move
0.8%

60Δ

Calls
Pseudo strike
114.54
IV
16.5%
B/E move
1.2%
Puts
Pseudo strike
116.43
IV
13.9%
B/E move
0.7%

65Δ

Calls
Pseudo strike
113.94
IV
17.2%
B/E move
1.1%
Puts
Pseudo strike
116.81
IV
13.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
113.30
IV
17.6%
B/E move
0.9%
Puts
Pseudo strike
117.16
IV
12.3%
B/E move
0.3%

75Δ

Calls
Pseudo strike
112.57
IV
18.1%
B/E move
0.8%
Puts
Pseudo strike
117.50
IV
11.6%
B/E move
0.2%

80Δ

Calls
Pseudo strike
111.56
IV
19.5%
B/E move
0.7%
Puts
Pseudo strike
117.83
IV
10.8%
B/E move
0.1%

Options history

IV · four-Friday blend13.78%
Daily close
IUSV11.5%17.5%23.6%2026-08-05: 14.19%2026-08-06: 13.84%2026-08-07: 13.92%2026-08-10: 14.25%2026-08-11: 14.36%2026-08-12: 15.18%2026-08-13: 15.99%2026-08-14: 15.93%2026-08-17: 17.03%2026-08-18: 18.18%2026-08-19: 19.25%2026-08-20: 22.74%2026-08-21: 13.51%2026-08-24: 13.60%2026-08-25: 13.41%2026-08-26: 13.61%2026-08-27: 13.23%2026-08-28: 13.36%2026-08-31: 14.07%2026-09-01: 13.87%2026-09-02: 14.19%2026-09-03: 14.49%2026-09-04: 13.98%2026-09-08: 15.40%2026-09-09: 15.68%2026-09-10: 16.42%2026-09-11: 16.12%2026-09-14: 17.71%2026-09-15: 19.08%2026-09-16: 18.71%2026-09-17: 22.62%2026-09-18: 13.37%2026-09-21: 12.45%2026-09-22: 12.32%2026-09-23: 12.53%2026-09-24: 12.53%2026-09-25: 12.42%2026-09-28: 12.94%2026-09-29: 12.98%2026-09-30: 12.98%2026-10-01: 13.24%2026-10-02: 13.32%2026-10-05: 13.10%2026-10-06: 13.73%2026-10-07: 13.92%2026-10-08: 13.63%2026-10-09: 13.99%2026-10-12: 15.45%2026-10-13: 15.69%2026-10-14: 17.29%2026-10-15: 19.80%2026-10-16: 12.62%2026-10-19: 12.81%2026-10-20: 12.73%2026-10-21: 12.85%2026-10-22: 12.99%2026-10-23: 13.33%2026-10-26: 13.74%2026-10-27: 13.42%2026-10-28: 13.47%2026-10-29: 12.89%2026-10-30: 13.78%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
14.19%
13.84%
13.92%
14.25%
14.36%
15.18%
15.99%
15.93%
17.03%
18.18%
19.25%
22.74%
13.51%
13.60%
13.41%
13.61%
13.23%
13.36%
14.07%
13.87%
14.19%
14.49%
13.98%
15.40%
15.68%
16.42%
16.12%
17.71%
19.08%
18.71%
22.62%
13.37%
12.45%
12.32%
12.53%
12.53%
12.42%
12.94%
12.98%
12.98%
13.24%
13.32%
13.10%
13.73%
13.92%
13.63%
13.99%
15.45%
15.69%
17.29%
19.80%
12.62%
12.81%
12.73%
12.85%
12.99%
13.33%
13.74%
13.42%
13.47%
12.89%
13.78%